-15.6%
STZ vs ZCMD
-100.0%
+84.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +2.5% |
| 7D | +3.4% | +9.1% | -5.6% | +3.4% |
| 30D | +19.6% | -37.1% | +56.7% | +19.8% |
| 3M | +8.0% | -53.7% | +61.7% | +8.3% |
| 6M | -0.3% | -99.7% | +99.4% | +5.0% |
| YTD | +8.6% | -99.9% | +108.4% | +15.1% |
| 1Y | +17.3% | -99.9% | +117.2% | +24.9% |
| 3Y | -34.7% | -100.0% | +65.3% | -28.9% |
| 5Y | -27.6% | -100.0% | +72.4% | -21.0% |
| All | -15.6% | -100.0% | +84.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling